Risk.net17h
J.P. Morgan Inverse VIX Futures ETN: a more intuitive approach to risk
J.P. Morgan’s new ETN is built on a unique structure that differentiates it from its predecessors. The ETN offers exposure to ...
Risk.net17h
ALM desks await rebound after euro swap spread hit
European bank treasuries were burned in recent months on fixed income positions held for liquidity and capital purposes, ...
Risk.net1d
JSCC, DTCC government bond units see default fund surge
Clearing member contributions to the default fund at the Japanese government bond (JGB) futures and options unit of the Japan ...
Risk.net1d
Inside the company that helped build China’s equity options market
Fintech firm Bachelier Technology on the challenges of creating a trading platform for China’s unique OTC derivatives market ...
Risk17d
Why the survival of internal models is vital for financial stability
In the same way that money is central to the exchange of goods and services in modern economies, over-the-counter derivatives are central to risk distribution and hedging in the economy. Money is the ...
Risk.net2d
Fed’s NBFI scenario may be more use than CCAR – experts
The US Federal Reserve’s exploratory scenario focusing on non-bank financial institutions (NBFIs) could be more useful than ...
Risk.net2d
Market infrastructure modernisation: defining your strategy to prepare for the next wave of change
To thrive in this landscape, firms must balance resilience with agility, embrace standardisation while preserving ...
Risk.net3d
Tug of law: EC’s FRTB compromise plan can’t please everyone
Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...
Risk.net3d
ForexClear posts record $2.8bn aggregate margin call
LCH’s ForexClear called a record $2.8 billion of initial margin (IM) in aggregate on a single day in the fourth quarter of ...
Risk.net2d
US dealers’ OTC clearing rates plunge to multi-year lows
The share of over-the-counter derivatives cleared through central counterparties (CCPs) by top US banks slumped to multi-year lows in the last quarter of 2024, likely a side-effect of dealers’ ...
Risk.net5d
CME-FICC cross-margin extension timeline questioned
Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...
Risk.net3d
Automated market-making tested by intraday FX vol
The increase in sudden large movements in foreign exchange spot markets driven by President Donald Trump’s chaotic tariff announcements may be being amplified by market-maker pricing algorithms ...